问题如下:
The estimate requested in Analysis 2 is best described as:
选项:
A.liquidity gap.
surplus at risk.
maximum drawdown.
解释:
B is correct. Analysis 2 describes surplus at risk. Surplus at risk is an application of VaR; it estimates how much the assets might underperform the liabilities with a given confidence level, usually over a year.
老师好 这题是指讲资不抵债的情况,为什么可以想到养老金的资不抵债?如果是在银行的情况下,也可以是资不抵债,那就也可以选A了,是吗(虽然题目里也没提到银行)?谢谢。